Who Moves The Malaysian Stock Market The U.S. Or Japan?

• المؤلف الرئيسي: Perpustakaan UGM, i-lib
• التنسيق: مقال NonPeerReviewed
• منشور في: [Yogyakarta] : Universitas Gadjah Mada 2006
• الموضوعات: Jurnal i-lib UGM
• الوصول للمادة أونلاين: https://repository.ugm.ac.id/26558/; http://i-lib.ugm.ac.id/jurnal/download.php?dataId=9589

This pap e r examines long rt(IF consovenrents between Ailalaysian stock marker and the two largest stock markets the world: the U.S. and Japan. By employing time-�eries analysis, i,e� evintegration. variance decompositions, and impulse responsefUnctions. the paper seeks to investigate %thich ma...